-25.0%
MDB vs TD
+125.7%
-150.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.5% | -2.8% |
| 7D | -18.0% | +0.9% | -18.9% | -18.6% |
| 30D | -10.7% | -0.7% | -10.1% | -10.5% |
| 3M | +1.0% | +6.3% | -5.3% | -4.2% |
| 6M | +31.6% | +27.9% | +3.7% | +6.9% |
| YTD | -15.2% | +29.8% | -45.0% | -32.0% |
| 1Y | +10.1% | +63.7% | -53.5% | -26.7% |
| 3Y | -5.6% | +128.3% | -134.0% | -54.0% |
| All | -25.0% | +125.7% | -150.7% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling